Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 0,43% | 2,14 CHF | 2,15 CHF | 75 000 | 75 000 | 77 341 | 77 341 | 179 619 CHF | 180 392 CHF | 100,00% | 100,00% |
14/08/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 79 000 | 79 000 | 79 349 | 79 349 | 196 219 CHF | 197 012 CHF | 99,68% | 99,68% |
13/08/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 80 000 | 80 000 | 80 466 | 80 466 | 204 357 CHF | 205 162 CHF | 99,98% | 99,98% |
12/08/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 202 482 CHF | 203 282 CHF | 99,09% | 99,09% |
09/08/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 81 000 | 81 000 | 80 301 | 80 301 | 199 788 CHF | 200 591 CHF | 99,81% | 99,81% |
08/08/2024 | 0,39% | 2,51 CHF | 2,52 CHF | 81 000 | 81 000 | 81 981 | 81 981 | 211 624 CHF | 212 444 CHF | 99,89% | 99,89% |
07/08/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 80 000 | 80 000 | 80 289 | 80 289 | 196 839 CHF | 197 642 CHF | 95,65% | 99,50% |
06/08/2024 | 0,37% | 2,57 CHF | 2,58 CHF | 83 000 | 83 000 | 83 794 | 83 794 | 223 527 CHF | 224 365 CHF | 99,64% | 99,64% |
02/08/2024 | 0,38% | 2,99 CHF | 3,00 CHF | 87 000 | 87 000 | 82 488 | 82 488 | 227 364 CHF | 228 192 CHF | 99,24% | 99,24% |
30/07/2024 | 0,45% | 2,39 CHF | 2,40 CHF | 78 000 | 78 000 | 76 131 | 76 131 | 169 387 CHF | 170 149 CHF | 99,97% | 99,97% |